Why does GridView not decode HTML?

In asp.net 3.5, I'm adding values to a Dictionary<string, string>, which I then assign to a GridView.  I do a

string mystring = "<a href="www.abc.com">go here</a>";
myDictionary.Add("KeyOne", Server.HtmlDecode(mystring));

but in the aspx, it comes out in the grid as the full string rather than a clickable link.  When I view source, I can see it has turned the carrots into escaped characters.  What am I doing wrong?  I've also tried UrlDecode().